7 Mathematical programming — A computational perspective

摘要: Publisher Summary Mathematical programming studies the properties of optimization problems and techniques for computing their solution. A typical problem has form where real-valued function f(x) is called either “objective function” or “cost C constraint set. Because maximizing equivalent to minimizing -f(x) , a maximization can always be posed as minimization problem. The chapter focuses on case x vector with n components. Although in practice set contained an infinite dimensional space, must discretized when solution computed numerically leading finite Consequently theory associated relevant problems. Moreover, many algorithms extent directly dimensions. applications statistics. linear program mathematical which cost polytope. simplex method one most popular methods solving quadratic special class complementarity been developed based iterative matrix splitting techniques. connection between problem, these are also applicable corresponding programs.